-61.0%
SMR vs FXI
-9.1%
-51.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -8.3% | -4.2% | -4.1% | -7.2% |
| 30D | -20.1% | -1.1% | -18.9% | -19.8% |
| 3M | -52.7% | -4.0% | -48.7% | -52.3% |
| 6M | -61.0% | -11.8% | -49.2% | -49.1% |
| All | -61.0% | -9.1% | -51.9% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded FXI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling